MM/DD/YYYY MM/DD/YYYY MM/DD/YYYY MM/DD/YYYY MM/DD/YYYY PERCENT OF TOTAL ASSETS BHC PEER 01 PCT BHC PEER 01 PCT BHC PEER 01 PCT BHC PEER 01 BHC PEER 01

----------------------- ----------------- ----------------- ----------------- ------------- ------------- Short-Term Investments 19.79 9.40 83 16.30 11.29 72 18.36 10.02 80 15.69 10.19 6.85 9.62 Liquid Assets 20.68 25.57 43 16.97 26.84 22 19.48 26.81 32 15.88 25.95 7.12 24.18

Investment Securities 7.38 21.19 13 9.57 20.31 8 7.60 20.93 5 9.89 20.42 8.85 19.11 Net Loans and Leases 67.63 57.34 73 69.78 56.84 80 68.50 57.64 76 69.74 57.51 76.13 59.71 Net Lns, Ls & Stdby Ltrs of Credit 69.60 59.29 70 71.91 59.21 80 70.53 60.00 74 71.91 60.00 78.58 62.43 Core Deposits 74.83 55.80 89 73.52 54.46 90 74.36 56.26 87 72.49 53.59 72.25 50.90

Noncore Funding 9.84 24.62 12 9.90 27.84 6 9.38 26.26 7 11.11 29.02 12.81 32.76 Time Deposits of $100K or More 3.15 6.39 29 3.88 6.42 31 3.35 6.23 32 4.37 6.69 6.10 7.50 Foreign Deposits 2.82 1.02 84 2.80 1.81 76 2.96 1.65 80 3.24 1.96 3.28 2.14 Fed Funds Purchased and Repos 1.42 3.04 43 1.23 4.02 30 1.14 3.73 30 1.42 4.09 1.54 4.43 Secured Fed Funds Purchased 0.00 0.00 48 0.00 0.00 49 0.00 0.00 48 0.00 0.00 0.00 0.00 Net Fed Funds Purchased (Sold) 1.27 2.09 51 0.99 2.67 38 0.95 2.28 42 1.16 2.58 1.38 3.36 Commercial Paper 0.00 0.09 82 0.03 0.11 80 0.01 0.11 80 0.01 0.12 0.00 0.12

Oth Borrowings W/Rem Mat 1 Yr or Less 0.26 2.42 29 0.77 2.44 34 0.83 2.68 33 0.33 2.53 0.37 3.36 Earning Assets Repr in 1 Year 56.96 39.63 84 53.81 42.34 80 55.72 41.57 84 53.54 42.48 49.66 42.90

Int-Bearing Liab Repr in 1 Year 7.37 13.50 26 8.55 13.91 33 7.91 13.33 32 9.84 14.97 12.73 19.48 Long-Term Debt Repr in 1 Year 0.14 1.22 52 0.15 1.83 43 0.14 1.62 46 0.65 2.03 0.64 1.96

Net Assets Repriceable in 1 Year 49.45 22.87 92 45.12 24.90 90 47.67 24.89 91 43.06 23.91 36.28 20.25

OTHER LIQUIDITY AND FUNDING RATIOS: Net Noncore Funding Dependence -14.17 19.44 5 -8.77 22.58 5 -12.61 19.68 4 -6.24 25.33 7.44 30.25

Net ST Noncore Funding Dependence -18.43 3.90 10 -11.47 3.64 18 -15.66 4.10 8 -9.60 6.24 4.19 10.25 Short-Term Inv/ST Noncore Funding 289.04 84.18 89 205.75 83.95 86 254.94 73.84 92 181.56 65.99 67.10 55.51

Liq Asts-ST Noncore Fndg/Nonliq Asts 17.44 18.71 60 10.90 18.59 41 15.25 20.37 50 8.60 15.49 -3.33 8.18 Net Loans and Leases/Total Deposits 83.70 88.78 42 87.00 87.70 48 84.91 87.57 45 86.95 88.15 93.05 89.66

Net Loans and Leases/Core Deposits 90.38 117.66 34 94.91 116.05 36 92.12 113.48 38 96.21 120.14 105.38 140.58 Held-To-Mat Sec Appr(Depr)/T1 Cap -0.89 1.31 4 -0.98 0.63 6 -1.12 0.94 4 -0.82 0.28 -0.67 0.11

Avail-For-Sale Sec Appr(Depr)/T1 Cap -12.75 4.17 1 -11.49 3.42 1 -12.51 3.77 1 -11.55 2.05 -13.62 0.97 Struct Notes Appr(Depr)/T1 Cap N/A -0.02 N/A N/A 0.01 N/A N/A -0.17 N/A N/A -0.03 N/A -0.02

PERCENT OF INVESTMENT SECURITIES: Held-To-Maturity Securities 19.62 9.77 78 16.88 5.88 83 20.00 6.59 83 16.66 5.23 19.22 5.36

Available-For-Sale Securities 80.38 90.23 21 83.12 94.12 16 80.00 93.41 16 83.34 94.77 80.78 94.64 U.S. Treasury Securities 0.12 3.33 40 14.37 5.10 83 0.11 3.64 38 13.98 4.71 0.58 3.48

U.S. Agency Securities (excl MBS) 34.00 7.26 91 24.43 10.59 77 32.66 10.14 90 21.33 11.25 22.47 10.28 Municipal Securities 16.47 5.56 89 14.01 7.06 79 16.61 6.79 83 14.22 6.92 18.30 6.77 Mortgage-Backed Securities 13.07 64.76 5 12.99 57.68 12 14.25 61.60 8 11.98 57.24 9.27 59.41

Asset-Backed Securities 30.33 3.28 96 28.66 3.60 95 30.24 3.48 97 31.19 3.48 38.31 3.88 Other Debt Securities 0.62 5.53 35 2.21 6.61 52 2.11 6.85 49 0.46 6.80 0.54 5.17

Mutual Funds and Equity Securities 5.40 0.95 89 3.33 1.15 84 4.02 1.07 90 6.85 1.15 10.53 1.42

Debt Securities 1 Year or Less 64.68 16.10 97 66.58 18.83 97 64.19 16.71 97 64.70 17.10 59.92 16.99 Debt Securities 1 To 5 Years 12.80 25.16 38 14.13 24.21 37 15.01 24.69 43 12.94 27.34 12.74 23.78 Debt Securities Over 5 Years 13.60 54.44 11 11.60 51.42 11 13.71 54.15 8 11.66 50.65 13.05 52.85

Pledged Securities 31.83 40.51 42 28.31 48.47 23 37.00 47.10 39 32.15 50.95 38.81 54.10 Structured Notes, Fair Value 0.00 0.18 37 0.00 0.37 36 0.00 0.39 35 0.00 0.47 0.00 0.31

PERCENT CHANGE FROM PRIOR LIKE QTR: Short-Term Investments 26.26 -5.40 84 9.16 14.03 48 21.85 15.73 66 128.49 23.67 -32.90 57.43

Investment Securities -19.82 4.10 15 15.12 13.43 60 -19.97 8.59 7 11.52 8.31 -7.25 15.57 Core Deposits 5.86 11.60 35 0.00 11.88 12 6.83 16.80 39 0.12 8.88 9.14 14.25

Noncore Funding 3.35 -5.94 71 -16.88 -5.66 28 -12.10 -5.68 37 -13.47 -7.84 -44.63 - 17.01

1234567 SAMPLE BANK HOLDING COMPANY LIQUIDITY AND FUNDING PAGE 8 RICHMOND, VA FR Dist: 05 Peer: 1

BHCPR User’s Guide • March 2013 3-34

Liquidity and Funding BHCPR page 8 presents liquidity and funding ratios on a consolidated basis. These relate to growth rates of selected asset and liability categories from the prior year’s like quarter, the composition of investment securities, the maturity distribution within the BHC’s investment port-folio, and the extent of appreciation or depreciation of held-to-maturity and available-for-sale investment securities, U.S. agency and corpo-ration obligations, and structured notes.

Percent of Total Assets

Short-Term Investments (Percent of Total Assets)

The sum of interest-bearing bank balances, federal funds sold and securities purchased under agree-ments to resell, and debt securities with a remaining maturity of one year or less, divided by total assets.

Liquid Assets (Percent of Total Assets)

The sum of cash and balances due from depository institutions, U.S. Treasury securities, obligations of other U.S. government agencies and corporations, trading assets, and federal funds sold and securities purchased under agreements to resell divided by total assets.

Investment Securities (Percent of Total Assets)

The sum of the amortized cost of held-to-maturity debt securities and the fair value of available-for-sale debt and equity securities divided by total assets.

Net Loans and Leases (Percent of Total Assets)

Loans and lease financing receivables net of unearned income and the allowance for loan and lease losses divided by total assets.

Net Loans and Leases Plus Standby Letters of Credit (Percent of Total Assets)

Loans and lease financing receivables net of unearned income and the allowance for loan and lease losses plus standby letters of credit divided by total assets.

Core Deposits (Percent of Total Assets)

The sum of demand deposits, NOW, ATS, and transaction accounts, time deposits (excluding brokered depos-its) with balances under $100,000, money market deposit accounts, other savings accounts, and other non-interest-bearing deposit balances divided by total assets.

Noncore Funding (Percent of Total Assets)

The sum of time deposits with bal-ances of $100,000 or more, depos-its in foreign offices and Edge or Agreement subsidiaries, federal funds purchased and securities sold under agreements to repurchase, commercial paper, other borrow-ings (including mortgage indebted-ness and obligations under capital-ized leases), and brokered deposits less than $100,000 divided by total assets.

Time Deposits of $100,000 or More (Percent of Total Assets)

Time deposits of $100,000 or more divided by total assets.

Foreign Deposits (Percent of Total Assets)

Deposits in foreign offices, Edge or Agreement subsidiaries, and Inter-national Banking Facilities divided by total assets.

Federal Funds Purchased and Repos (Percent of Total Assets)

Federal funds purchased and securi-ties sold under agreements to repur-chase divided by total assets.

Secured Federal Funds Purchased (Percent of Total Assets)

The amount of “federal funds pur-chased in domestic offices” that are secured divided by total assets.

Net Federal Funds Purchased (Sold) (Percent of Total Assets)

The difference between federal funds purchased and securities sold under agreements to repurchase in domestic offices of the bank holding company, of its Edge or Agreement subsidiaries, and in International Banking Facili-ties (a liability item) and federal funds sold and securities purchased under agreements to resell in domestic offices of the bank holding company, of its Edge or Agreement subsidiar-ies, and in International Banking Facilities (an asset item) divided by total assets.

Commercial Paper (Percent of Total Assets)

Commercial paper divided by total assets.

Other Borrowings with a Remaining Maturity of 1 Year or Less (Percent of Total Assets)

Other borrowings with a remaining maturity of one year or less divided by total assets.

Earning Assets Repriceable in 1 Year (Percent of Total Assets)

Earning assets that are repriceable within one year or mature within one year divided by total assets.

Interest-Bearing Liabilities Repriceable in 1 Year (Percent of Total Assets)

Interest-bearing deposit liabilities that reprice within one year or mature within one year divided by total assets.

Long-Term Debt Repriceable in 1 Year (Percent of Total Assets)

Long-term debt (other borrowed

BHCPR User’s Guide • March 2013 3-35

money with a remaining maturity of more than one year, or subordinated notes and debentures) that has a repricing frequency of less than one year divided by total assets.

Net Assets Repriceable in 1 Year (Percent of Total Assets)

The difference between earning assets that are repriceable or that mature within one year and the sum of interest-bearing deposit liabilities that reprice or mature within one year and long-term debt that reprices within one year divided by total assets.

Other Liquidityand Funding Ratios

Net Noncore Funding Dependence

The difference between noncore funding and short-term investments divided by long-term assets. (See the definitions of noncore funding, short-term investments, and long term assets on page 3-6.)

Net Short-Term Noncore Funding Dependence

The difference between short-term noncore funding and short-term investments divided by long-term assets. (Note: See the definitions of short-term noncore funding, short-term investments, and long-term assets on page 3-6.)

Short-Term Investments/ Short-Term Noncore Funding

Short-term investments divided by short-term noncore funding. (Note: See the definitions of short-term investments and short-term noncore funding on page 3-6.)

Liquid Assets Less Short-Term Noncore Funding/Nonliquid Assets

Liquid assets (the sum of cash and balances due from depository institutions, trading assets, federal funds sold and securities purchased under agreements to resell, and U.S.

Treasury securities and obligations of other U.S. government agencies and corporations) less short-term noncore funding (as defined on page 3-6) divided by total assets less liquid assets.

Net Loans and Leases/Total Deposits

Loans and lease financing receiv-ables, net of unearned income and allowance for losses divided by total deposits.

Net Loans and Leases/Core Deposits

Loans and lease financing receiv-ables, net of unearned income and allowance for losses, divided by core deposits.

Held-to-Maturity Securities Appreciation (Depreciation)/ Tier 1 Capital

The difference between the fair value and the amortized cost of held-to-maturity securities divided by tier 1 capital.

Available-for-Sale Securities Appreciation (Depreciation)/ Tier 1 Capital

The difference between the fair value and the amortized cost of available-for-sale securities divided by tier 1 capital.

Structured Notes Appreciation (Depreciation)/Tier 1 Capital

The difference between the fair value and the amortized cost of structured notes divided by tier 1 capital.

Percent of Investment Securities

Held-to-Maturity Securities (Percent of Investment Securities)

The amortized cost of debt securities, which the bank holding company has the positive intent and ability to hold to maturity, divided by total invest-ment securities.

Available-for-Sale Securities (Percent of Investment Securities)

The fair value of equity and debt securities, available-for-sale divided by total investment securities.

U.S. Treasury Securities (Percent of Investment Securities)

The amount of U.S. Treasury securi-ties (the sum of the amortized cost of held-to-maturity securities and the fair value of available-for-sale secu-rities) divided by total investment securities.

U.S. Agency Securities Excluding Mortgage-Backed Securities (Percent of Investment Securities)

The amount of U.S. government agency and corporation obligations, excluding Mortgage-Backed securi-ties, (the sum of the amortized cost of held-to-maturity securities and the fair value of available-for-sale secu-rities) divided by total investment securities. For Bank Holding Compa-nies with less than $1 billion in assets, the BHCPR includes data for this item only for report dates after December 31, 2000.

Municipal Securities (Percent of Investment Securities)

Obligations of states and political subdivisions in the United States (the sum of the amortized cost of held-to-maturity securities and the fair value of available-for-sale secu-rities) divided by total investment securities.

Mortgage-Backed Securities (Percent of Investment Securities)

The amount of pass-through and other mortgage-backed securities, including CMOs, REMICs, and stripped mortgage-backed securi-ties (the sum of the amortized cost of held-to-maturity securities and the fair value of available-for-sale securities), divided by total invest-ment securities. For Bank Holding Companies with less than $1 billion in assets, the BHCPR includes data for this item only for report dates after December 31, 2000.

BHCPR User’s Guide • March 2013 3-36

Asset-Backed Securities (Percent of Investment Securities)

The amount of asset-backed securi-ties (the sum of the amortized cost of held-to-maturity securities and the fair value of available-for-sale secu-rities), other than mortgage-backed securities, divided by total invest-ment securities. The BHCPR includes data for this item only for report dates after December 31, 2000.

Other Debt Securities (Percent of Investment Securities)

Other debt securities (the sum of the amortized cost of held-to-maturity securities and the fair value of avail-able-for-sale securities) divided by total investment securities.

Mutual Funds and Equity Securities (Percent of Investment Securities)

The fair value of investments in

mutual funds and equity securi-ties divided by total investment securities.

Debt Securities 1 Year or Less (Percent of Investment Securities)

Debt securities with a remaining maturity of one year or less divided by total investment securities.

Debt Securities 1 to 5 Years (Percent of Investment Securities)

Debt securities with a remain-ing maturity of over one to five years divided by total investment securities.

Debt Securities over 5 Years (Percent of Investment Securities)

Debt securities with a remaining maturity over five years divided by total investment securities.

Pledged Securities (Percent of Investment Securities)

Pledged securities divided by total investment securities.

Structured Notes, Fair Value (Percent of Investment Securities)

The fair value of structured notes divided by total investment securities.

Percent Change from Prior Like Quarter This section presents the percent-age change (from the previous like quarter) of short-term investments, invest ment securities, core depos-its, and noncore funding. (See the description of Growth Rates on page 2-3.)

BHCPR User’s Guide • March 2013 3-37